Covers the basics of Ordinary Least Squares (OLS) in econometrics, including variable relationships, coefficient determination, and model interpretation.
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Covers model selection, diagnostics, and forecasting in time series analysis, emphasizing the challenges of determining the model order based on autocorrelation and partial autocorrelation functions.
Explores heteroskedasticity and autocorrelation in econometrics, covering implications, applications, testing methods, and hypothesis testing consequences.
Explores the application of Maximum Likelihood Estimation in binary choice models, covering probit and logit models, latent variable representation, and specification tests.
